Apparatus and method are disclosed for estimating direction of an arrival wave, such as radio or acoustic waves. A correlation matrix of an arrival wave is computed, and matrices for obtaining eigenvalues and eigenvectors are produced. Column norms of the matrix, which is subject to a Householder transformation, are computed. Whether a maximum value of the column norms is the same as or lower than a predetermined threshold is judged. A Householder transformation of the matrix is performed only if the maximum value of the column norms is determined to be greater than or equal to the threshold, and not when the maximum value of the column norms is less than the threshold. The eigenvectors and the eigenvalues of the correlation matrix are obtained by further implementing the Householder transformation. The number of arrival waves is judged from the number of times the Householder transformation is performed.